ALT5 Sigma Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:139.80% (-8.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5916 | 5.36 | |
| 0.2239 | 7.60 | |
| 0.6334 | 15.30 | |
| 0.0570 | 1.07 | |
| -0.1344 | -1.74 | |
| 0.1022 | 2.47 | |
| -0.0918 | -1.92 | |
| 0.1876 | 2.82 | |
| -0.1905 | -2.83 | |
| 0.0912 | 1.35 | |
| 0.0049 | 0.06 |
Estimation Period:
Nov 7, 1991 to Feb 13, 2026
Nov 7, 1991 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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